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CIR SpA-Compagnie Industriali Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.92% (-0.68%)
Analysis last updated: Thursday, February 12, 2026 at 09:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CIR SpA-Compagnie Industriali S0GARCH
paramt-stat
ω0.91285.96
α0.11989.72
β0.797040.26
γ1-0.0035-0.13
γ20.00470.12
γ3-0.0488-1.88
γ40.12405.67
γ5-0.1253-5.88
γ60.05762.37
γ7-0.0136-0.58
γ80.01410.91
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts